Early exercise boundaries for American-style knock-out options
Year of publication: |
2020
|
---|---|
Authors: | Nunes, Joaõ Pedro Vidal ; Ruas, João Pedro ; Dias, José Carlos |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 285.2020, 2 (1.9.), p. 753-766
|
Subject: | Finance | American-style knock-out options | Real options | Put-call duality | Lévy processes | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Realoptionsansatz | Real options analysis |
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